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Related papers: Online Optimization as a Feedback Controller: Stab…

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This paper addresses the design and analysis of feedback-based online algorithms to control systems or networked systems based on performance objectives and engineering constraints that may evolve over time. The emerging time-varying convex…

Optimization and Control · Mathematics 2019-03-27 Andrey Bernstein , Emiliano Dall'Anese , Andrea Simonetto

This paper investigates the problem of regulating in real time a linear dynamical system to the solution trajectory of a time-varying constrained convex optimization problem. The proposed feedback controller is based on an adaptation of the…

Optimization and Control · Mathematics 2021-09-13 Gianluca Bianchin , Jorge Cortes , Jorge I. Poveda , Emiliano Dall'Anese

Feedback optimization has emerged as a promising approach for regulating dynamical systems to optimal steady states that are implicitly defined by underlying optimization problems. Despite their effectiveness, existing methods face two key…

Optimization and Control · Mathematics 2025-09-18 Gianluca Bianchin , Bryan Van Scoy

This article investigates the problem of controlling linear time-invariant systems subject to time-varying and a priori unknown cost functions, state and input constraints, and exogenous disturbances. We combine the online convex…

Systems and Control · Electrical Eng. & Systems 2025-12-18 Marko Nonhoff , Emiliano Dall'Anese , Matthias A. Müller

Achieving optimal steady-state performance in real-time is an increasingly necessary requirement of many critical infrastructure systems. In pursuit of this goal, this paper builds a systematic design framework of feedback controllers for…

Optimization and Control · Mathematics 2017-10-30 Zachary E. Nelson , Enrique Mallada

This paper considers the problem of regulating a dynamical system to equilibria that are defined as solutions of an input- and state-constrained optimization problem. To solve this regulation task, we design a state feedback controller…

Systems and Control · Electrical Eng. & Systems 2023-12-14 Yiting Chen , Liliaokeawawa Cothren , Jorge Cortes , Emiliano Dall'Anese

We propose a data-driven online convex optimization algorithm for controlling dynamical systems. In particular, the control scheme makes use of an initially measured input-output trajectory and behavioral systems theory which enable it to…

Optimization and Control · Mathematics 2021-11-03 Marko Nonhoff , Matthias A. Müller

This paper studies the design of feedback controllers to steer a switching linear time-invariant dynamical system towards the solution trajectory of a time-varying convex optimization problem. We propose two types of controllers: (i) a…

Optimization and Control · Mathematics 2022-02-22 Gianluca Bianchin , Jorge I. Poveda , Emiliano Dall'Anese

Feedback optimization optimizes the steady state of a dynamical system by implementing optimization iterations in closed loop with the plant. It relies on online measurements and limited model information, namely, the input-output…

Optimization and Control · Mathematics 2025-09-09 Winnie Chan , Zhiyu He , Keith Moffat , Saverio Bolognani , Michael Muehlebach , Florian Dörfler

This article develops a control method for linear time-invariant systems subject to time-varying and a priori unknown cost functions, that satisfies state and input constraints, and is robust to exogenous disturbances. To this end, we…

Systems and Control · Electrical Eng. & Systems 2026-02-02 Marko Nonhoff , Mohammad Taher Al Torshan , Matthias A. Müller

The continuous-time analysis of existing iterative algorithms for optimization has a long history. This work proposes a novel continuous-time control-theoretic framework for equality-constrained optimization. The key idea is to design a…

Optimization and Control · Mathematics 2026-02-02 V. Cerone , S. M. Fosson , S. Pirrera , D. Regruto

We study the stability properties of a control system composed of a dynamical plant and a feedback controller, the latter generating control signals that can be compromised by a malicious attacker. We consider two classes of feedback…

Optimization and Control · Mathematics 2023-12-19 Felipe Galarza-Jimenez , Gianluca Bianchin , Jorge I. Poveda , Emiliano Dall'Anese

In this paper we propose a model-based approach to the design of online optimization algorithms, with the goal of improving the tracking of the solution trajectory (trajectories) w.r.t. state-of-the-art methods. We focus first on quadratic…

Optimization and Control · Mathematics 2023-07-24 Nicola Bastianello , Ruggero Carli , Sandro Zampieri

This paper proposes a stochastic model predictive control method for linear systems affected by additive Gaussian disturbances that optimizes over disturbance feedback matrices online. Closed-loop satisfaction of probabilistic constraints…

Systems and Control · Electrical Eng. & Systems 2026-02-03 Marcell Bartos , Alexandre Didier , Jerome Sieber , Johannes Köhler , Melanie N. Zeilinger

In this paper, online convex optimization is applied to the problem of controlling linear dynamical systems. An algorithm similar to online gradient descent, which can handle time-varying and unknown cost functions, is proposed. Then,…

Optimization and Control · Mathematics 2021-11-03 Marko Nonhoff , Matthias A. Müller

This paper studies the problem of controlling linear dynamical systems subject to point-wise-in-time constraints. We present an algorithm similar to online gradient descent, that can handle time-varying and a priori unknown convex cost…

Optimization and Control · Mathematics 2021-11-03 Marko Nonhoff , Matthias A. Müller

Online convex optimization (OCO) is a powerful tool for learning sequential data, making it ideal for high precision control applications where the disturbances are arbitrary and unknown in advance. However, the ability of OCO-based…

Systems and Control · Electrical Eng. & Systems 2024-05-14 Joyce Lai , Peter Seiler

In this work, we propose a control scheme for linear systems subject to pointwise in time state and input constraints that aims to minimize time-varying and a priori unknown cost functions. The proposed controller is based on online convex…

Systems and Control · Electrical Eng. & Systems 2024-12-02 Marko Nonhoff , Johannes Köhler , Matthias A. Müller

This paper develops a primal-dual dynamical system where the coefficients are designed in closed-loop way for solving a convex optimization problem with linear equality constraints. We first introduce a ``second-order primal" +…

Optimization and Control · Mathematics 2026-03-03 Huan Zhang , Xiangkai Sun , Shengjie Li , Kok Lay Teo

Online feedback optimization is a controller design paradigm for optimizing the steady-state behavior of a dynamical system. It employs an optimization algorithm as a dynamic feedback controller and utilizes real-time measurements to bypass…

Optimization and Control · Mathematics 2024-04-01 Wenbin Wang , Zhiyu He , Giuseppe Belgioioso , Saverio Bolognani , Florian Dörfler
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